The New Econometrics of Financial Markets

Dear Colleagues,

The new econometrics of financial markets represents a transformative paradigm shift in the world of finance and plays a pivotal role in shaping the modern landscape of finance and investment. This interdisciplinary field utilizes advanced statistical and econometric techniques to analyze, model, and predict the behavior of financial markets, making it of paramount importance for various stakeholders, including investors, policymakers, financial institutions, and researchers. In an era characterized by increasing complexity, globalization, and technological innovation, the importance of this field cannot be overstated. 

We invite researchers, academics, practitioners, and policymakers to submit their original research contributions for our upcoming Special Issue in the Journal of Risk and Financial Management that will focus on "The New Econometrics of Financial Markets". This theme explores current innovative approaches and advanced econometric techniques for understanding and modeling the dynamic landscape of financial markets. 

This Special Issue invites submissions related (but not limited) to the following topics:

1. High-frequency trading and market microstructure analysis;
2. Machine learning and deep learning applications in finance;
3. Nonlinear and nonstationary time series modeling;
4. Cryptocurrency and blockchain economics;
5. Behavioral finance and sentiment analysis;
6. Risk management and value at risk (VaR) estimation;
7. Volatility forecasting and modeling;
8. Dynamic asset allocation and portfolio optimization;
9. Financial networks and systemic risk analysis;
10. Event study analysis and market impact assessment;
11. Textual analysis and news analytics in finance;
12. Bayesian econometrics in financial modeling;
13. Sustainable investing;
14. Market anomalies and quantitative trading strategies;
15. Machine learning asset pricing.

Dr. Cuong Nguyen
Guest Editor

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

• trading
• market microstructure analysis
• deep learning
• time series modeling
• cryptocurrency and blockchain
• sentiment analysis
• risk management
• volatility forecasting
• portfolio optimization
• asset allocation
• asset pricing
• event study
• textual analysis
• Bayesian econometrics
• market anomalies
• sustainable investing